+123.5%
CMS vs ROP
+196.0%
-72.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.4% |
| 7D | -0.5% | +2.1% | -2.7% | -1.2% |
| 30D | +7.2% | +32.9% | -25.7% | -1.7% |
| 3M | -1.3% | +20.3% | -21.6% | -6.9% |
| 6M | -4.3% | +36.8% | -41.1% | -13.7% |
| YTD | +2.1% | +8.1% | -6.0% | -1.1% |
| 1Y | -0.6% | +8.3% | -8.9% | -3.8% |
| 3Y | +38.0% | -3.2% | +41.3% | +36.7% |
| 5Y | +33.6% | +1.7% | +31.9% | +28.2% |
| All | +123.5% | +196.0% | -72.5% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling